A study of the Black scholes pricing model under varying dividend yields

MaRDI QIDQ6659928zbMATH OpenFDO

Authors Raj K. Gangele, Shailendra Asati

Publication date 9 January 2025

Published in Journal of Rajasthan Academy of Physical Sciences (Search for Journal in Brave)

zbMATH Keywords

call optionimplicit numerical schemeBlack scholes option pricing modelvarying dividend condition

Mathematics Subject Classification ID

Game theory, economics, finance, and other social and behavioral sciences (91-XX) Partial differential equations (35-XX)

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